+163.9%
CEG vs KTOS
+216.1%
-52.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.8% | -2.4% | -2.4% | -4.3% |
| 30D | +2.3% | -26.8% | +29.2% | +8.9% |
| 3M | +15.6% | -20.6% | +36.2% | +20.1% |
| 6M | -5.0% | -47.5% | +42.5% | +7.3% |
| YTD | -19.0% | -38.5% | +19.5% | -14.8% |
| 1Y | -10.0% | -31.0% | +21.0% | -10.4% |
| 3Y | +163.9% | +216.5% | -52.6% | +72.6% |
| All | +163.9% | +216.1% | -52.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling